+14.0%
TFC vs CGNX
-25.4%
+39.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.1% | -4.0% | -0.8% |
| 7D | -2.4% | +3.2% | -5.6% | -3.1% |
| 30D | -3.4% | +6.0% | -9.4% | -4.8% |
| 3M | +0.4% | +3.5% | -3.1% | -1.3% |
| 6M | +12.7% | +26.3% | -13.6% | +5.0% |
| YTD | +5.6% | +79.2% | -73.7% | -12.6% |
| 1Y | +16.0% | +43.8% | -27.8% | +1.5% |
| 3Y | +94.0% | +52.0% | +42.0% | +58.2% |
| All | +14.0% | -25.4% | +39.4% | +2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CGNX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling